-70.2%
CPNG vs WTW
+52.0%
-122.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -5.4% | -7.8% | +2.4% | -2.4% |
| 30D | -11.1% | -7.9% | -3.2% | -8.2% |
| 3M | -3.0% | +19.9% | -22.9% | -9.8% |
| 6M | -23.5% | +9.8% | -33.3% | -26.8% |
| YTD | -37.8% | -3.3% | -34.5% | -37.8% |
| 1Y | -54.3% | -3.3% | -51.0% | -54.4% |
| 3Y | -20.8% | +61.5% | -82.3% | -41.1% |
| 5Y | -51.1% | +42.6% | -93.7% | -63.0% |
| All | -70.2% | +52.0% | -122.2% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling